Preheat oven to very hot, 220°C. Lightly grease a scone tray.
Sift flour into a large bowl. Add butter. Rub in lightly using fingertips. Stir in basil.
Make a well in the centre of flour mixture. Pour in combined milk and water all at once, reserving about 1 tablespoon.

Using a butter knife, mix quickly to a soft, sticky dough. Do not over-mix.
Turn onto a lightly floured surface. Knead lightly. Press or roll out to form a rectangle about 1cm thick.
In a small bowl, combine cheese, ham, capsicum and gherkin. Sprinkle over dough, pressing slightly.
Roll up to form a log. Cut into 2cm-thick slices and arrange slightly overlapping, cut side up, on prepared tray.

Brush with reserved liquid. Bake for 12-15 minutes until scrolls sound hollow when tapped. Cool on a wire rack.

Top tip

We used milk and water to make the base. For a lighter result, all milk or all water can also be used. Milk is best for sweet scones/scrolls.